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BNP Paribas Call 50 CMG 20.12.202.../  DE000PN2HVM7  /

Frankfurt Zert./BNP
11/15/2024  9:50:32 PM Chg.-0.620 Bid9:59:42 PM Ask- Underlying Strike price Expiration date Option type
4.300EUR -12.60% 4.270
Bid Size: 5,500		 -
Ask Size: -		 Chipotle Mexican Gri... 50.00 USD 12/20/2024 Call
 

Master data

WKN: PN2HVM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/20/2024
Issue date: 4/25/2023
Last trading day: 12/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 6.52
Leverage: Yes

Calculated values

Fair value: 4.18
Intrinsic value: 4.10
Implied volatility: 0.37
Historic volatility: 0.27
Parity: 4.10
Time value: 0.17
Break-even: 56.03
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 6.06
Rho: 0.04
 

Quote data

Open: 4.750
High: 4.810
Low: 4.270
Previous Close: 4.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.15%
1 Month
  -9.09%
3 Months  
+50.35%
YTD  
+108.74%
1 Year  
+136.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.170 4.300
1M High / 1M Low: 5.430 3.110
6M High / 6M Low: 10.140 2.270
High (YTD): 6/19/2024 10.140
Low (YTD): 1/5/2024 1.760
52W High: 6/19/2024 10.140
52W Low: 11/29/2023 1.730
Avg. price 1W:   4.732
Avg. volume 1W:   0.000
Avg. price 1M:   4.447
Avg. volume 1M:   0.000
Avg. price 6M:   4.945
Avg. volume 6M:   0.000
Avg. price 1Y:   4.449
Avg. volume 1Y:   0.000
Volatility 1M:   246.09%
Volatility 6M:   169.46%
Volatility 1Y:   137.12%
Volatility 3Y:   -